Lost Worlds fiction usually involves the discovery of a new world out of time and/or place. They are often about the discovery of lost civilizations or lost worlds. 

There is so much you can do in the genre. 
My work in Lost Worlds fiction includes Olane of the Banished Isles and 60'30'S, 68'30'W THE SAVAGE LAND, a Ka-Zar story.

Early examples of Lost Worlds Fiction include King Solomon's Mines, The Man Who Would Be King, The Lost World,  The Land That Time Forgot, Tarzan, John Carter of Mars, Journey to the Center of the Earth, or King Kong.  

More modern examples would include Dinotopia, Tomb Raider, Ka-Zar of the Savage Land.